The ideal candidate would be able to display pricing experience on a large counter-party credit risk system, and would be comfortable with the process of looking through the huge amount of produced data in order to analyse and explain any pricing issues that may arise.

The succesful applicant would be able to display A textbook understanding of B2/B3, MTM, PFE, EE, EEPE and more general pricing methodologies like Black Scholes as the roles requires someone who can investigate and deal with complex, data heavy, pricing problems.

SKILLS-

C++

Pricing

Credit Risk Knowledge

B2/B3, MTM, PFE, EE, EEPE

Please respond immediately if you feel you are suitable.

To find out more about Huxley Associates, please visit www.huxley.com.